Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118511.9116 | 74841.5303 | 43670.3813 | -59127.8625 | 130436.3185 | -189564.1809 |
Total P&L (%) | 118.5119 | 74.8415 | 43.6704 | -59.1279 | 130.4363 | -189.5642 |
Avg Daily Profit (%) | 0.4551 | 0.2874 | 0.1677 | -0.343 | 0.3211 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120197 | -28129 | -113682 | -423306 | -109080 | -417793 |
Profit Factor | 1.3378 | 1.6813 | 1.1812 | 0.9402 | 1.5307 | 0.7449 |
Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Winning Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Losing Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Profitability (%) | 56.8282 | 57.0175 | 56.6372 | 56.8282 | 57.0175 | 56.6372 |
Ratio Avg Win / Avg Loss | 1.0163 | 1.2675 | 0.9044 | 0.7143 | 1.1539 | 0.5703 |
Largest Winning Trade | 24398 | 9209 | 24398 | 62925 | 30503 | 62925 |
Largest Losing Trade | -93634 | -7204 | -93634 | -345077 | -30697 | -345077 |
Avg Bars in Trades | 105 | 34 | 176 | 105 | 34 | 176 |
Avg Bars in Winners | 96 | 37 | 157 | 96 | 37 | 157 |
Avg Bars in Losers | 116 | 31 | 201 | 116 | 31 | 201 |
Bars Traded | 23924 | 3962 | 19962 | 23924 | 3962 | 19962 |
Profit Streak | 8.6307 | 10.0994 | 0 | 8.6307 | 10.0994 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412707 | 389074 | -18197 | -579430 | 378552 | -581566 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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